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Soc. Generale Call 40 CSCO 20.09..../  DE000SQ8Z6U0  /

EUWAX
2024-06-18  9:56:01 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.580EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Cisco Systems Inc 40.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z6U
Issuer: Société Générale
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.53
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.53
Time value: 0.06
Break-even: 43.14
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.90
Theta: -0.01
Omega: 6.47
Rho: 0.08
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.12%
3 Months
  -35.56%
YTD
  -44.76%
1 Year
  -54.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.570
1M High / 1M Low: 0.800 0.570
6M High / 6M Low: 1.230 0.570
High (YTD): 2024-01-25 1.230
Low (YTD): 2024-06-14 0.570
52W High: 2023-09-01 1.800
52W Low: 2024-06-14 0.570
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.643
Avg. volume 1M:   0.000
Avg. price 6M:   0.908
Avg. volume 6M:   24
Avg. price 1Y:   1.127
Avg. volume 1Y:   31.373
Volatility 1M:   94.76%
Volatility 6M:   86.19%
Volatility 1Y:   80.95%
Volatility 3Y:   -